-91.6%
SOXS vs NWSA
+18.2%
-109.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.7% | +5.0% | +3.3% |
| 7D | +46.7% | +4.3% | +42.4% | +38.3% |
| 30D | +97.0% | +5.6% | +91.4% | +85.0% |
| 3M | +39.5% | +7.3% | +32.3% | +29.9% |
| 6M | -54.9% | +18.8% | -73.8% | -60.6% |
| YTD | -90.4% | +17.9% | -108.3% | -91.7% |
| 1Y | -91.6% | +19.3% | -111.0% | -92.8% |
| All | -91.6% | +18.2% | -109.9% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling